Fixed bug that caused wrong VAR prediction for large numbers of trials

scot-dev · Jan 29, 2016 · d2a0e92 · d2a0e92
1 parent 1fb8f96
commit d2a0e92
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/scot/varbase.py b/scot/varbase.py
@@ -231,7 +231,7 @@ def predict(self, data):
             for k in range(1, p + 1):
                 bp = self.coef[:, (k - 1)::p]
                 for n in range(p, l):
-                    y[:, :, n] += np.dot(data[:, :, n - k], bp)
+                    y[:, :, n] += np.dot(data[:, :, n - k], bp.T)
         else:
             for k in range(1, p + 1):
                 bp = self.coef[:, (k - 1)::p]